Kieran James Walsh

University of Virginia - Darden School of Business

Assistant Professor

P.O. Box 6550

Charlottesville, VA 22906-6550

United States

SCHOLARLY PAPERS

9

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CITATIONS
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4

Scholarly Papers (9)

1.

Policy Analysis Using DSGE Models: An Introduction

Economic Policy Review, Vol. 16, No. 2, October 2010
Number of pages: 21 Posted: 17 Oct 2010
Federal Reserve Bank of New York, Federal Reserve Bank of New York, Stanford University and University of Virginia - Darden School of Business
Downloads 376 (41,943)
Citation 2

Abstract:

DSGE models, Monetary policy

2.

The Double Power Law in Consumption and Implications for Testing Euler Equations

Journal of Political Economy, Vol. 123, No. 5, pp. 1177-1200, 2015
Number of pages: 21 Posted: 02 Sep 2013 Last Revised: 29 Oct 2015
Alexis Akira Toda and Kieran James Walsh
University of California, San Diego (UCSD) - Department of Economics and University of Virginia - Darden School of Business
Downloads 259 (68,501)
Citation 1

Abstract:

3.

The Equity Premium and the One Percent

Number of pages: 49 Posted: 17 Mar 2014 Last Revised: 25 Jun 2017
Alexis Akira Toda and Kieran James Walsh
University of California, San Diego (UCSD) - Department of Economics and University of Virginia - Darden School of Business
Downloads 249 (51,953)
Citation 1

Abstract:

equity premium, heterogeneous risk aversion, return prediction, wealth distribution, international equity markets

4.

Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models

Forthcoming in Journal of Applied Econometrics
Number of pages: 38 Posted: 13 Sep 2014 Last Revised: 10 Nov 2016
Alexis Akira Toda and Kieran James Walsh
University of California, San Diego (UCSD) - Department of Economics and University of Virginia - Darden School of Business
Downloads 95 (116,751)

Abstract:

consumption-based CAPM, generalized method of moments, heterogeneous-agent model, power law

5.

Spending Shocks and Interest Rates

Darden Business School Working Paper No. 2634141
Number of pages: 42 Posted: 22 Jul 2015 Last Revised: 13 Apr 2016
Daniel Patrick Murphy and Kieran James Walsh
University of Virginia - Darden School of Business and University of Virginia - Darden School of Business
Downloads 17 (359,843)

Abstract:

Interest Rates, Aggregate Demand, Asset Market Segmentation, Fiscal Policy, Monetary System

6.

Inefficient Liquidity Provision

Cowles Foundation Discussion Paper No. 2077, Darden Business School Working Paper No. 2922020
Number of pages: 27 Posted: 22 Feb 2017 Last Revised: 01 Mar 2017
John Geanakoplos and Kieran James Walsh
Yale University - Cowles Foundation and University of Virginia - Darden School of Business
Downloads 0 (275,596)

Abstract:

Liquidity, Constrained inefficiency, Diamond-Dybvig models, fire sales

7.

A Theory of Portfolio Choice and Partial Default

Darden Business School Working Paper No. 2838962
Number of pages: 39 Posted: 15 Sep 2016
Kieran James Walsh
University of Virginia - Darden School of Business
Downloads 0 (381,507)

Abstract:

Partial Default, Portfolio Choice, Dynamic Programming, Existence of Equilibrium, Small Open Economy, Computation of Equilibrium, International Capital Flows

8.

Uniqueness and Stability of Equilibrium in Economies with Two Goods

Cowles Foundation Discussion Paper No. 2050
Number of pages: 12 Posted: 25 Aug 2016
John Geanakoplos and Kieran James Walsh
Yale University - Cowles Foundation and University of Virginia - Darden School of Business
Downloads 0 (393,333)

Abstract:

Uniqueness of Equilibrium, Absolute Risk Aversion, Excess Demand Functions, Stability of Equilibrium, Diamond-Dybvig Models

9.

Edgeworth Box Economies with Multiple Equilibria

Economic Theory Bulletin, April 2017, Volume 5, Issue 1, pp 65-80
Number of pages: 14 Posted: 08 Jun 2016 Last Revised: 29 Mar 2017
Alexis Akira Toda and Kieran James Walsh
University of California, San Diego (UCSD) - Department of Economics and University of Virginia - Darden School of Business
Downloads 0 (311,584)

Abstract:

excess demand functions, multiple equilibria